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stat.ME2023
Minimax Two-Stage Gradient Boosting for Parameter Estimation
Braghadeesh Lakshminarayanan, Cristian R. Rojas
Parameter estimation is an important sub-field in statistics and system identification. Various methods for parameter estimation have been proposed in the literature, among which t…
stat.ME2022★ 4 cited
A Statistical Decision-Theoretical Perspective on the Two-Stage Approach to Parameter Estimation
Braghadeesh Lakshminarayanan, Cristian R. Rojas
One of the most important problems in system identification and statistics is how to estimate the unknown parameters of a given model. Optimization methods and specialized procedur…